Search Results for: correlation

Cross-Asset Correlation Matrix This grid showing the correlation between different asset classes, is useful for asset allocation. Image: Goldman Sachs Global Investment Research

Correlation of 12-Month Relative Returns vs. MSCI with Changes in U.S. Yields Is it time to shift back to value stocks? U.S. real yields are critical for the growth to value shift. Image: Goldman Sachs Global Investment Research

S&P 500 Returns and Real Rates Correlation The correlation between S&P 500 returns and real rates has turned negative. Image: Goldman Sachs Global Investment Research

S&P 500 Index and Nasdaq 100 Index, Six-Month Correlation The Nasdaq 100 Index correlation to the S&P 500 Index is falling. Image: Morgan Stanley Wealth Management

Correlation with Vaccine Optimism (Value, Defensives, S&P 500, Cyclicals and Growth) Value could outperform as vaccine optimism increases. Image: Goldman Sachs Global Investment Research

Correlation, Advance/Decline Line of the S&P 500 and S&P 500 Index The advance/decline line of the S&P 500 Index has steadily deteriorated during the recent market rally. Image: Morgan Stanley Wealth Management

Correlation – MSCI U.S. Tech Relative vs. U.S. 10-Year Bond Yield This chart suggests the good correlation between tech relative and U.S. 10-year bond yields (inverted). Image: J.P. Morgan

Correlation Between S&P 500 Index and S&P 500 Equal Weighted Index The S&P 500 is the most negatively correlated to the S&P 500 equal weighted index since 1999, 2000 and 2017. Image: BofA Global Investment Strategy

Correlation Between Russell 1000 Growth and Russell 1000 Value The correlation between Growth and Value has been close to zero, as during the dotcom bubble, when value investors were squeezed out while growth investors enjoyed high returns. Image: Goldman Sachs Global Investment Research

S&P 500 Correlation with U.S. Real Yield The correlation of the S&P 500 with real yields has been negative for most of this year, but it has turned positive again. Image: Goldman Sachs Global Investment Research